+3,096.8%
APP vs GEHC
+6.6%
+3,090.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.0% | +0.4% | -1.4% |
| 7D | +0.1% | -5.2% | +5.3% | +2.3% |
| 30D | -10.0% | -7.0% | -3.1% | -7.4% |
| 3M | -44.6% | +3.3% | -48.0% | -46.0% |
| 6M | -37.9% | -10.0% | -27.9% | -35.7% |
| YTD | -53.7% | -18.5% | -35.2% | -50.4% |
| 1Y | -43.0% | -14.4% | -28.6% | -40.8% |
| 3Y | +640.8% | +3.4% | +637.3% | +645.6% |
| All | +3,096.8% | +6.6% | +3,090.2% | +2,996.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GEHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling